groupRouteOrder
Route group of Bloomberg EMSX orders
Syntax
Description
groupRouteOrder(___,'useDefaultEventHandler',false)
routes a group of Bloomberg EMSX orders using any of the previous input argument combinations and a custom
event handler function. Write a custom event handler to process the events associated with
routing a group of orders. This syntax does not have an output argument because the custom
event handler processes the contents of the event queue.
___ = groupRouteOrder(
uses the c
,order
,options
)options
structure to customize the output, which is useful for
configuring and saving your options for repeated use. The available
options
structure fields are timeOut
and
useDefaultEventHandler
. Use the events
output
argument when the useDefaultEventHandler
field is set to
true
, and omit this output argument when the
useDefaultEventHandler
field is set to false
.
Examples
Route Group of Bloomberg EMSX Orders Using Default Event Handler
Using a Bloomberg EMSX connection, route a group of Bloomberg EMSX orders.
To create a Bloomberg EMSX order, create the connection c
using
emsx
and set up the order subscription using
orders
. For an example showing these activities, see Create and Manage Bloomberg EMSX Order.
Create the order request structure order1
to define the order
parameters. In this case, the code creates a buy market order for 100 shares of
IBM®. The code uses the broker BB
with the time in force set
to DAY
and any hand instruction. Convert the number of shares to a
32-bit signed integer using int32
.
order1.EMSX_TICKER = 'IBM'; order1.EMSX_AMOUNT = int32(100); order1.EMSX_ORDER_TYPE = 'MKT'; order1.EMSX_BROKER = 'BB'; order1.EMSX_TIF = 'DAY'; order1.EMSX_HAND_INSTRUCTION = 'ANY'; order1.EMSX_SIDE = 'BUY';
Create the order using the Bloomberg EMSX connection c
and order1
.
events = createOrder(c,order1)
events = struct with fields: EMSX_SEQUENCE: 354646 MESSAGE: 'Order created'
The default event handler processes the events associated with creating the order.
createOrder
returns events
as a structure that
contains these fields:
EMSX_SEQUENCE
— Bloomberg EMSX order numberMESSAGE
— Bloomberg EMSX message
Create another order request structure order2
to define the order
parameters. In this case, the code creates a buy market order for 200 shares of
IBM. The code uses the broker BB
with the time in force set
to DAY
and any hand instruction. Convert the number of shares to a
32-bit signed integer using int32
.
order2.EMSX_TICKER = 'IBM'; order2.EMSX_AMOUNT = int32(200); order2.EMSX_ORDER_TYPE = 'MKT'; order2.EMSX_BROKER = 'BB'; order2.EMSX_TIF = 'DAY'; order2.EMSX_HAND_INSTRUCTION = 'ANY'; order2.EMSX_SIDE = 'BUY';
Create the second order using the Bloomberg EMSX connection c
and order2
.
events = createOrder(c,order2)
events = struct with fields: EMSX_SEQUENCE: 354777 MESSAGE: 'Order created'
Route the two existing orders. Specify the order numbers, broker, and hand
instruction in the order
structure.
order.EMSX_SEQUENCE{1} = int32(354646); order.EMSX_SEQUENCE{2} = int32(354777); order.EMSX_BROKER = 'BB'; order.EMSX_HAND_INSTRUCTION = 'ANY'; events = groupRouteOrder(c,order)
events = struct with fields: EMSX_SEQUENCE: 354646 EMSX_ROUTE_ID: 1 MESSAGE: 'Order Routed'
The default event handler processes the events associated with routing a group of
orders. events
is a structure that contains these fields:
EMSX_SEQUENCE
— Bloomberg EMSX order numbersEMSX_ROUTE_ID
— Bloomberg EMSX route identifierMESSAGE
— Bloomberg EMSX message
Close the Bloomberg EMSX connection.
close(c)
Route Group of Bloomberg EMSX Orders Using Timeout Value
Using a Bloomberg EMSX connection, route a group of Bloomberg EMSX orders. Specify a timeout value.
To create a Bloomberg EMSX order, create the connection c
using
emsx
and set up the order subscription using
orders
. For an example showing these activities, see Create and Manage Bloomberg EMSX Order.
Create the order request structure order1
to define the order
parameters. In this case, the code creates a buy market order for 100 shares of
IBM. The code uses the broker BB
with the time in force set
to DAY
and any hand instruction. Convert the number of shares to a
32-bit signed integer using int32
.
order1.EMSX_TICKER = 'IBM'; order1.EMSX_AMOUNT = int32(100); order1.EMSX_ORDER_TYPE = 'MKT'; order1.EMSX_BROKER = 'BB'; order1.EMSX_TIF = 'DAY'; order1.EMSX_HAND_INSTRUCTION = 'ANY'; order1.EMSX_SIDE = 'BUY';
Create the order using the Bloomberg EMSX connection c
and order1
.
events = createOrder(c,order1)
events = struct with fields: EMSX_SEQUENCE: 354646 MESSAGE: 'Order created'
The default event handler processes the events associated with creating the order.
createOrder
returns events
as a structure that
contains these fields:
EMSX_SEQUENCE
— Bloomberg EMSX order numberMESSAGE
— Bloomberg EMSX message
Create another order request structure order2
to define the order
parameters. In this case, the code creates a buy market order for 200 shares of
IBM. The code uses the broker BB
with the time in force set
to DAY
and any hand instruction. Convert the number of shares to a
32-bit signed integer using int32
.
order2.EMSX_TICKER = 'IBM'; order2.EMSX_AMOUNT = int32(200); order2.EMSX_ORDER_TYPE = 'MKT'; order2.EMSX_BROKER = 'BB'; order2.EMSX_TIF = 'DAY'; order2.EMSX_HAND_INSTRUCTION = 'ANY'; order2.EMSX_SIDE = 'BUY';
Create the second order using the Bloomberg EMSX connection c
and order2
.
events = createOrder(c,order2)
events = struct with fields: EMSX_SEQUENCE: 354777 MESSAGE: 'Order created'
Route the two existing orders. Specify the order numbers, broker, and hand
instruction in the order
structure. Specify an additional option for
a timeout value of 200 milliseconds by using the 'timeOut'
flag.
order.EMSX_SEQUENCE{1} = int32(354646); order.EMSX_SEQUENCE{2} = int32(354777); order.EMSX_BROKER = 'BB'; order.EMSX_HAND_INSTRUCTION = 'ANY'; events = groupRouteOrder(c,order,'timeOut',200)
events = struct with fields: EMSX_SEQUENCE: 354646 EMSX_ROUTE_ID: 1 MESSAGE: 'Order Routed'
events
is a structure that contains these fields:
EMSX_SEQUENCE
— Bloomberg EMSX order numbersEMSX_ROUTE_ID
— Bloomberg EMSX route identifierMESSAGE
— Bloomberg EMSX message
Close the Bloomberg EMSX connection.
close(c)
Route Group of Bloomberg EMSX Orders Using Custom Event Handler Function
Using a Bloomberg EMSX connection, route a group of Bloomberg EMSX orders. Specify using a custom event handler function to process the events.
To create a Bloomberg EMSX order, create the connection c
using
emsx
and set up the order subscription using
orders
. For an example showing these activities, see Create and Manage Bloomberg EMSX Order.
Create the order request structure order1
to define the order
parameters. In this case, the code creates a buy market order for 100 shares of
IBM. The code uses the broker BB
with the time in force set
to DAY
and any hand instruction. Convert the number of shares to a
32-bit signed integer using int32
.
order1.EMSX_TICKER = 'IBM'; order1.EMSX_AMOUNT = int32(100); order1.EMSX_ORDER_TYPE = 'MKT'; order1.EMSX_BROKER = 'BB'; order1.EMSX_TIF = 'DAY'; order1.EMSX_HAND_INSTRUCTION = 'ANY'; order1.EMSX_SIDE = 'BUY';
Create the order using the Bloomberg EMSX connection c
and order1
.
events = createOrder(c,order1)
events = struct with fields: EMSX_SEQUENCE: 354646 MESSAGE: 'Order created'
The default event handler processes the events associated with creating the order.
createOrder
returns events
as a structure that
contains these fields:
EMSX_SEQUENCE
— Bloomberg EMSX order numberMESSAGE
— Bloomberg EMSX message
Create another order request structure order2
to define the order
parameters. In this case, the code creates a buy market order for 200 shares of
IBM. The code uses the broker BB
with the time in force set
to DAY
and any hand instruction. Convert the number of shares to a
32-bit signed integer using int32
.
order2.EMSX_TICKER = 'IBM'; order2.EMSX_AMOUNT = int32(200); order2.EMSX_ORDER_TYPE = 'MKT'; order2.EMSX_BROKER = 'BB'; order2.EMSX_TIF = 'DAY'; order2.EMSX_HAND_INSTRUCTION = 'ANY'; order2.EMSX_SIDE = 'BUY';
Create the second order using the Bloomberg EMSX connection c
and order2
.
events = createOrder(c,order2)
events = struct with fields: EMSX_SEQUENCE: 354777 MESSAGE: 'Order created'
Route the two existing orders. Specify the order numbers, broker, and hand
instruction in the order
structure. Use a custom event handler
function to process the events. You can use the sample event handler function
processEvent
or write your own custom event handler function. For
this example, use processEvent
to process the events.
order.EMSX_SEQUENCE{1} = int32(354646); order.EMSX_SEQUENCE{2} = int32(354777); order.EMSX_BROKER = 'BB'; order.EMSX_HAND_INSTRUCTION = 'ANY'; groupRouteOrder(c,order,'useDefaultEventHandler',false) processEvent(c)
Route = { EMSX_SEQUENCE = 354646 EMSX_ROUTE_ID = 1 MESSAGE = 'Order Routed' }
Close the Bloomberg EMSX connection.
close(c)
Route Group of Bloomberg EMSX Orders Using Options Structure
Using a Bloomberg EMSX connection, route a group of Bloomberg EMSX orders. Specify an additional option for a timeout value by using a structure.
To create a Bloomberg EMSX order, create the connection c
using
emsx
and set up the order subscription using
orders
. For an example showing these activities, see Create and Manage Bloomberg EMSX Order.
Create the order request structure order1
to define the order
parameters. In this case, the code creates a buy market order for 100 shares of
IBM. The code uses the broker BB
with the time in force set
to DAY
and any hand instruction. Convert the number of shares to a
32-bit signed integer using int32
.
order1.EMSX_TICKER = 'IBM'; order1.EMSX_AMOUNT = int32(100); order1.EMSX_ORDER_TYPE = 'MKT'; order1.EMSX_BROKER = 'BB'; order1.EMSX_TIF = 'DAY'; order1.EMSX_HAND_INSTRUCTION = 'ANY'; order1.EMSX_SIDE = 'BUY';
Create the order using the Bloomberg EMSX connection c
and order1
.
events = createOrder(c,order1)
events = struct with fields: EMSX_SEQUENCE: 354646 MESSAGE: 'Order created'
The default event handler processes the events associated with creating the order.
createOrder
returns events
as a structure that
contains these fields:
EMSX_SEQUENCE
— Bloomberg EMSX order numberMESSAGE
— Bloomberg EMSX message
Create another order request structure order2
to define the order
parameters. In this case, the code creates a buy market order for 200 shares of
IBM. The code uses the broker BB
with the time in force set
to DAY
and any hand instruction. Convert the number of shares to a
32-bit signed integer using int32
.
order2.EMSX_TICKER = 'IBM'; order2.EMSX_AMOUNT = int32(200); order2.EMSX_ORDER_TYPE = 'MKT'; order2.EMSX_BROKER = 'BB'; order2.EMSX_TIF = 'DAY'; order2.EMSX_HAND_INSTRUCTION = 'ANY'; order2.EMSX_SIDE = 'BUY';
Create the second order using the Bloomberg EMSX connection c
and order2
.
events = createOrder(c,order2)
events = struct with fields: EMSX_SEQUENCE: 354777 MESSAGE: 'Order created'
Route the two existing orders. Specify the order numbers, broker, and hand
instruction in the order
structure. Specify an additional option for
a timeout value of 200 milliseconds by using the options
structure.
order.EMSX_SEQUENCE{1} = int32(354646); order.EMSX_SEQUENCE{2} = int32(354777); order.EMSX_BROKER = 'BB'; order.EMSX_HAND_INSTRUCTION = 'ANY'; options.timeOut = 200; events = groupRouteOrder(c,order,options)
events = struct with fields: EMSX_SEQUENCE: 354646 EMSX_ROUTE_ID: 1 MESSAGE: 'Order Routed'
events
is a structure that contains these fields:
EMSX_SEQUENCE
— Bloomberg EMSX order numbersEMSX_ROUTE_ID
— Bloomberg EMSX route identifierMESSAGE
— Bloomberg EMSX message
Close the Bloomberg EMSX connection.
close(c)
Input Arguments
c
— Bloomberg EMSX service connection
connection object
Bloomberg EMSX service connection, specified as a connection
object created using emsx
.
order
— Order request
structure
Order request, specified as a structure that contains these fields:
EMSX_SEQUENCE
— Order numbersEMSX_BROKER
— BrokerEMSX_HAND_INSTRUCTION
— Hand instruction
Convert the order numbers to a 32-bit signed integer by using int32
.
Data Types: struct
timeout
— Timeout value
500
milliseconds (default) | nonnegative integer
Timeout value, specified as a nonnegative integer. This integer denotes the time, in milliseconds, that the event handler listens to the event queue for each iteration of the code. The event handler can be a default or custom event handler.
Data Types: double
options
— Options for custom event handler or timeout value
structure
Options for a custom event handler or timeout value, specified as a structure. To reuse the
settings for specifying a custom event handler or timeout value for the event handler,
use the options
structure.
For example, specify using a custom event handler and a timeout value of 200 milliseconds.
options.useDefaultEventHandler = false; options.timeOut = 200;
Data Types: struct
Output Arguments
events
— Event queue contents
double | structure
Event queue contents, returned as a double or structure.
If the event queue contains events, events
is
a structure containing the current contents of the event queue. Otherwise, events
is
an empty double.
Version History
Introduced in R2019b
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